The demo included ESG Vs Risk. How do you optimise ESG Vs Risk Vs Return - ie all 3 at once or do...

Archi

The demo included ESG Vs Risk. How do you optimise ESG Vs Risk Vs Return - ie all 3 at once or do you do 2 at a time and compare?

Jennifer

There are different ways to go here -- you can do for instance a weighted sum approach -- so you would sum up your three optimization goals (each with a factor) and use this sum as the function to be minimized

Archi

https://community.developers.refinitiv.com/discussion/comment/73881#Comment_73881

Jennifer

Feb 24, 2021

There are different ways to go here -- you can do for instance a weighted sum approach -- so you would sum up your three optimization goals (each with a factor) and use this sum as the function to be minimized

Is getting one factor together the only way?